+345.0%
CPB vs BBWI
+1,034.6%
-689.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -3.6% |
| 7D | -8.6% | +1.5% | -10.1% | -8.7% |
| 30D | -7.2% | -5.2% | -2.1% | -6.9% |
| 3M | +0.9% | +11.1% | -10.2% | -0.3% |
| 6M | -11.8% | -13.4% | +1.6% | -11.3% |
| YTD | -19.4% | +0.1% | -19.5% | -20.1% |
| 1Y | -30.4% | -36.1% | +5.7% | -28.6% |
| 3Y | -40.2% | -44.1% | +3.9% | -39.1% |
| 5Y | -39.5% | -66.2% | +26.7% | -36.9% |
| 10Y | -47.4% | -54.8% | +7.4% | -50.2% |
| All | +345.0% | +1,034.6% | -689.7% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling